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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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336699132 · Jun 202019922001200920172026
48 results for Online-to-Batch Reduction

Study shows sample complexity for multicalibration is Θ(ε^-3) with polylogarithmic factors.

problem Minimizing Expected Calibration Error (ECE) for predictors with respect to a family of groups.
method Proved necessary and sufficient sample complexity of Θ(ε^-3) for multicalibration, using online-to-batch reduction and lower bounds.
result Sample complexity of multicalibration is Θ(ε^-3) with polylogarithmic factors, distinguishing it from marginal calibration.

Wavelet-based online learning adapts to noisy Besov spaces with high probability.

problem Minimizing integrated squared error in Besov spaces with noisy observations.
method Adaptive wavelet-based online learning algorithm that dynamically adjusts to gradient noise.
result Achieves minimax-optimal integrated squared error with high probability.

A standard way to obtain convergence guarantees in stochastic convex optimization is to run an online learning algorithm and then output the average of its iterates: the actual iterates of the online learning algorithm do not come with individual guarantees. We close this gap by introducing a black-box modification to …

2019-03-03abs ↗pdf ↗

The paper optimizes distribution estimation with high probability in Kullback-Leibler divergence.

problem Estimating discrete distributions with high probability in Kullback-Leibler divergence.
method Uses online learning techniques for novel estimator construction via online-to-batch conversion.
result Optimal rate of estimation is pinned down up to a doubly logarithmic factor of K.

The paper explores trade-offs between regret and variance in online learning algorithms.

problem Investigating the trade-offs between regret and variance in online learning.
method Analysis of the Exponentially Weighted Average (EWA) algorithm and its variants.
result A variant of EWA either achieves negative regret or guarantees a logarithmic bound on both variance and regret.

Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the strongest assumption in stationarity which we use as baseline models. The generalized li…

2017-10-16abs ↗pdf ↗

New bounds for online convex optimization between stochastic and adversarial settings.

problem Understanding optimization tasks that are neither i.i.d. nor fully adversarial.
method Establishing novel regret bounds exploiting smoothness of expected losses.
result Regret bounds match expected rates in the fully i.i.d. case and gracefully deteriorate in the fully adversarial case.

The paper advances U-statistics in dependent settings, improving spectral estimation and goodness-of-fit tests.

problem Non-asymptotic analysis of U-statistics in dependent Markov chain settings.
method Proved new concentration and exponential inequalities for U-statistics, applied to spectral estimation, online algorithms, and goodness-of-fit tests.
result Established new results for spectral estimation, online algorithms, and goodness-of-fit tests in Markov chain settings.

FOLKLORE algorithm speeds up online multiclass logistic regression.

problem Efficiently solving online multiclass logistic regression without high computational cost.
method Developed FOLKLORE algorithm with improved runtime and regret bound.
result First practical algorithm for online multiclass logistic regression.

A new algorithm reduces online exp-concave optimization runtime.

problem Minimizing regret in online learning with exponentially concave losses.
method LightONS, a variant of Online Newton Step (ONS), reduces runtime to O(d2T+dωTlogT)O(d^2 T + d^ω\sqrt{T \log T}).
result Optimal regret with reduced runtime to O(d2T+dωTlogT)O(d^2 T + d^ω\sqrt{T \log T}).

We develop a novel family of algorithms for the online learning setting with regret against any data sequence bounded by the empirical Rademacher complexity of that sequence. To develop a general theory of when this type of adaptive regret bound is achievable we establish a connection to the theory of decoupling inequa…

2017-04-13abs ↗pdf ↗

This paper classifies instantons with closed reductions and provides examples of non-closed reductions.

problem Understanding the geometry of toric Kähler instantons with and without closed reductions.
method Sharp geometric criteria and examples of instantons with different reduction types.
result Established geometric criteria for closed reductions and classified asymptotic geometries.

We consider locally conformal Kaehler geometry as an equivariant (homothetic) Kaehler geometry: a locally conformal Kaehler manifold is, up to equivalence, a pair (K,Γ) where K is a Kaehler manifold and Γa discrete Lie group of biholomorphic homotheties acting freely and properly discontinuously. We define a new invari…

2005-02-28abs ↗pdf ↗

In this paper we describe Routhian reduction as a special case of standard symplectic reduction, also called Marsden-Weinstein reduction. We use this correspondence to present a generalization of Routhian reduction for quasi-invariant Lagrangians, i.e. Lagrangians that are invariant up to a total time derivative. We sh…

2009-12-04abs ↗pdf ↗

Two reduction schemes for symplectic manifolds are shown equivalent.

problem Reduction of Hamiltonian systems on exact symplectic manifolds.
method Modified Marsden-Meyer-Weinstein reduction theorem for exact symplectic manifolds and contact manifolds.
result Reduction schemes are equivalent for exact symplectic manifolds and energy hypersurfaces.

Study extends Kobayashi's method to non-reductive subgroups for homogeneous spaces.

problem Existence of compact Clifford-Klein forms in homogeneous spaces.
method Extend Kobayashi's method to non-reductive subgroups and compare Cartan projections and non-compact dimensions.
result Examples of homogeneous spaces without compact Clifford-Klein forms.

The purpose of this paper is to generalize the regular Optimal Reduction Theorem to general proper Dirac actions, formulated both in terms of point and orbit reduction. A comparison to general standard singular Dirac reduction is given emphasizing the desingularization role played by optimal reduction.

2010-08-13abs ↗pdf ↗

We show that the contact reduction can be specialized to Sasakian manifolds. We link this Sasakian reduction to Kähler reduction by considering the Kähler cone over a Sasakian manifold. We present examples of Sasakian manifolds obtained by S1S^1 reduction of standard Sasakian spheres.

1999-09-22abs ↗pdf ↗

Study characterizes naturally reductive metrics on homogeneous manifolds.

problem Characterizing naturally reductive (α1,α2)(α_1, α_2) metrics on homogeneous manifolds.
method Characterization through local ff-products and equivalence of properties.
result Explicit flag curvature formula for naturally reductive metrics.

This work introduces a unified approach to the reduction of Poisson manifolds using their description by graded symplectic manifolds. This yields a generalization of the classical Poisson reduction by distributions (Marsden-Ratiu reduction). Further it allows one to construct actions of strict Lie 2-groups and to descr…

2010-09-05abs ↗pdf ↗

This paper extends symplectic reduction to cosymplectic groupoids and explores their properties.

problem Cosymplectic groupoids and their reductions.
method Analogous to symplectic reduction, the authors extend the Marsden-Weinstein-Meyer reduction to cosymplectic groupoids.
result Integration commutes with reduction for algebroids associated with cosymplectic groupoids.

Let EGE_G be a stable principal GG--bundle over a compact connected Kaehler manifold, where GG is a connected reductive linear algebraic group defined over the complex numbers. Let HGH\subset G be a complex reductive subgroup which is not necessarily connected, and let EHEGE_H\subset E_G be a holomorphic reduction of s…

2006-08-23abs ↗pdf ↗

A new method for classifying naturally reductive spaces is presented. This method relies on the structure theory of naturally reductive spaces developed in \cite{Storm2018a} and the new construction of naturally reductive spaces in \cite{Storm2018}. We obtain the classification of all naturally reductive spaces in dime…

2018-10-08abs ↗pdf ↗

New definition of naturally reductive Finsler manifolds using geodesic graphs.

problem Defining naturally reductive Finsler manifolds using geodesic graphs.
method Proposed a new geometrical definition using geodesic graphs and constructed examples of Finsler metrics.
result Explicit examples of Finsler naturally reductive metrics constructed.

The paper extends Marsden-Weinstein reduction to mechanical presymplectic structures for time-dependent Hamiltonian systems.

problem Limitations of Marsden-Weinstein reduction for cosymplectic structures in time-dependent Hamiltonian systems.
method Developed Marsden-Weinstein reduction for mechanical presymplectic structures.
result Mechanical presymplectic structures provide a more suitable framework for time-dependent Hamiltonian systems than cosymplectic structures.

The paper simplifies symmetries in complex geometric structures.

problem Redundancy in conditions for symmetry reduction in polysymplectic and polycosymplectic structures.
method Exploring and proving necessary and sufficient conditions for polycosymplectic reduction.
result A one-to-one relationship between polycosymplectic reduction and the reduction of a larger polysymplectic manifold.

A new construction of naturally reductive spaces is presented. This construction gives a large amount of new families of naturally reductive spaces. First the infinitesimal models of the new naturally reductive spaces are constructed. A concrete transitive group of isometries is given for the new spaces and also the na…

2016-05-02abs ↗pdf ↗

The paper explores polysymplectic structures and their reductions in field theories.

problem Invariance of Lagrangian and Hamiltonian field theories under symmetry groups.
method Application of polysymplectic reduction theorem for both Lagrangian and Hamiltonian field equations.
result Identification and relation of polysymplectic structures through Routhian function and Legendre transformation.

We complete the reduction scheme in the whole LP category, introduced in [7] to perform Lagrangian reduction by stages. We answer affirmatively the open question of whether reduction can be done in the whole category and analyze the Noether theorem on LP-bundles, the relationship with Hamiltonian reduction by stages an…

2019-12-23abs ↗pdf ↗

Paper shows spectra can't distinguish naturally reductive manifolds.

problem Cannot distinguish naturally reductive manifolds using Laplace-Beltrami spectrum.
method Characterized naturally reductive 2-step nilpotent Lie groups via Ambrose-Singer's structures; constructed isospectral pairs of 9-dimensional nilmanifolds.
result Spectra of Laplace-Beltrami operator can't distinguish naturally reductive manifolds from non-naturally reductive ones.

The paper explores reductions of self-dual conformal structure equations.

problem Integrating the general local form of self-dual conformal structure.
method Using Lax pair, hierarchy structure, and dressing scheme to discuss reductions.
result Constructs solutions for the SDCS equations and presents type B SDCS system.

In the present paper we study naturally reductive homogeneous (α,β)(α,β)-metric spaces. Under some conditions, we give some necessary and sufficient conditions for a homogeneous (α,β)(α,β)-metric space to be naturally reductive. Then we show that for such spaces the two definitions of naturally reductive homogeneous Finsler …

2013-05-26abs ↗pdf ↗

This work extends reduction processes for nonholonomic discrete mechanical systems.

problem Nonholonomic discrete mechanical systems and their reductions.
method Introduces a category LDPdLDP_d of discrete-time dynamical systems and a two-stage reduction process.
result Two-stage reduction process produces systems isomorphic to one-stage reduction.

We define reduction of locally conformal Kaehler manifolds, considered as conformal Hermitian manifolds, and we show its equivalence with an unpublished construction given by Biquard and Gauduchon. We show the compatibility between this reduction and Kaehler reduction of the universal cover. By a recent result of Kamis…

2002-08-27abs ↗pdf ↗